Optimal Investment with Stopping in Finite Horizon
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Publication:6252669
DOI10.1186/1029-242X-2014-432zbMath1516.35553arXiv1406.6940WikidataQ59324516 ScholiaQ59324516MaRDI QIDQ6252669
Xiongfei Jian, Xun Li, Fa-huai Yi
Publication date: 26 June 2014
Optimal stochastic control (93E20) Stopping times; optimal stopping problems; gambling theory (60G40) Free boundary problems for PDEs (35R35) Portfolio theory (91G10) PDEs in connection with game theory, economics, social and behavioral sciences (35Q91)
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